Valaris Ltd EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
55.91%
increased by 5.14%
1 Week
54.15%
increased by 3.38%
1 Month
51.62%
increased by 0.85%
Analysis last updated: Tuesday, June 9, 2026 at 09:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4023 | 9.36 | |
| 0.2801 | 8.57 | |
| 0.8249 | 44.88 | |
| -0.0288 | -1.97 |
Estimation Period:
Apr 30, 2021 to Jun 5, 2026
Apr 30, 2021 to Jun 5, 2026
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